Macro data downloader

Found a nifty tool today that lets you download macro data sets directly into excel. There are loads of stats, such as the PPI, GDP and breakdowns of many stats into their component parts.

There's also a built-in graphing tool - even easier than excel's built-in graphing options, although you can use those as well.

The data are downloaded from a mediation server at the St. Louis FED, which in turn downloads data from various sources like other feds, OECD and probably the IMF and world bank. It took me a few minutes to play with and get working - nice and simple.

It's built on top of VB. It opens up plenty of possibilities of extending this to other data sets and sources. Even those data sources that already provide downloadable values in CSV or XLS, it's nice to be able to bring things together in a single spreadsheet if you're doing things like top-down business cycle analysis. The hard work is done on the intermediation server. If you wanted data from a new source, you'd need to create a screen scraper for each one that isn't covered by one of the existing data suckers. A RESTful API on some of the IMF, world bank and central bank sites would be nice but that's just pie in the sky. I'm sure automated data tools exist but only available with a hefty subscription fee (I'm one of the poors at present). I'm surprised that a free tool like from the FED seems to be the only one around since the originating sites don't charge for this stuff in the first place.

Link: http://research.stlouisfed.org/fred-addin/

EDIT: Got a reply back from the maintaners. NZ data is already on their servers but needs to be added to the plugin. Data here:

FRED Data on New Zealand
http://research.stlouisfed.org/fred2/tags/series/?t=new+zealand